TGT chaîne d'options Target Corporation
Cboe delayed options data · au 18:44 UTC
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±9.7% (138.69–168.63) · ATM IV 41.0% · P/C open interest 0.88
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 72.35 | 75.85 | 1 | 117.1% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 201 | 138.0% | -0.00 | 0.0002 | -0.003 | ||
| 67.55 | 70.85 | 111.8% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.13 | 251 | 126.9% | -0.00 | 0.0002 | -0.004 | |||
| 62.50 | 65.90 | 6 | 101.7% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.13 | 107 | 116.3% | -0.00 | 0.0004 | -0.005 | ||
| 57.95 | 60.75 | 5 | 98.0% | 1.00 | 0.0003 | 0.000 | 95 | 0 | 2.00 | 352 | 104.8% | -0.01 | 0.0005 | -0.007 | ||
| 52.95 | 55.75 | 89 | 88.6% | 1.00 | 0.0005 | 0.000 | 100 | 0 | 0.1000 | 6 | 386 | 58.8% | -0.01 | 0.0008 | -0.009 | |
| 47.95 | 50.75 | 16 | 79.7% | 0.99 | 0.0008 | -0.002 | 105 | 0 | 1.06 | 469 | 75.4% | -0.01 | 0.0012 | -0.012 | ||
| 42.80 | 45.95 | 32 | 71.8% | 0.99 | 0.0012 | -0.006 | 110 | 0.0100 | 0.2500 | 211 | 53.1% | -0.02 | 0.0018 | -0.016 | ||
| 38.30 | 40.85 | 81 | 68.3% | 0.98 | 0.0020 | -0.011 | 115 | 0.0600 | 0.8500 | 546 | 58.1% | -0.03 | 0.0026 | -0.022 | ||
| 33.05 | 35.90 | 349 | 57.9% | 0.97 | 0.0032 | -0.019 | 120 | 0.2800 | 0.5600 | 5 | 956 | 50.0% | -0.04 | 0.0040 | -0.029 | |
| 28.45 | 30.90 | 186 | 53.6% | 0.95 | 0.0051 | -0.031 | 125 | 0.4900 | 0.8600 | 1,105 | 47.9% | -0.06 | 0.0059 | -0.040 | ||
| 23.70 | 26.20 | 424 | 49.4% | 0.92 | 0.0079 | -0.047 | 130 | 0.8200 | 1.04 | 6 | 1,110 | 44.1% | -0.10 | 0.0086 | -0.055 | |
| 19.20 | 21.70 | 638 | 46.5% | 0.87 | 0.0115 | -0.067 | 135 | 1.55 | 1.68 | 78 | 853 | 43.4% | -0.15 | 0.0119 | -0.072 | |
| 14.95 | 16.90 | 300 | 41.6% | 0.80 | 0.0154 | -0.088 | 140 | 2.54 | 2.70 | 99 | 1,365 | 42.6% | -0.22 | 0.0154 | -0.090 | |
| 13.10 | 14.70 | 1 | 43.0% | 0.75 | 0.0177 | -0.099 | 143 | 3.15 | 3.60 | 2 | 41.9% | -0.27 | 0.0175 | -0.099 | ||
| 12.40 | 14.40 | 44.3% | 0.73 | 0.0184 | -0.103 | 144 | 3.50 | 3.95 | 42.1% | -0.29 | 0.0181 | -0.102 | ||||
| 11.90 | 13.20 | 185 | 43.1% | 0.71 | 0.0190 | -0.106 | 145 | 4.00 | 4.15 | 9 | 873 | 42.1% | -0.31 | 0.0187 | -0.105 | |
| 11.00 | 13.05 | 43.9% | 0.69 | 0.0196 | -0.109 | 146 | 4.25 | 4.55 | 17 | 41.9% | -0.33 | 0.0192 | -0.107 | |||
| 10.35 | 11.20 | 40.0% | 0.67 | 0.0202 | -0.111 | 147 | 4.65 | 4.90 | 17 | 41.8% | -0.35 | 0.0197 | -0.109 | |||
| 9.90 | 11.40 | 43.0% | 0.65 | 0.0207 | -0.114 | 148 | 5.00 | 5.30 | 41.6% | -0.37 | 0.0202 | -0.111 | ||||
| 9.30 | 10.80 | 1 | 42.9% | 0.63 | 0.0211 | -0.115 | 149 | 5.40 | 5.70 | 25 | 41.4% | -0.39 | 0.0206 | -0.113 | ||
| 8.90 | 9.30 | 15 | 1,310 | 40.7% | 0.61 | 0.0215 | -0.117 | 150 | 5.85 | 6.15 | 22 | 578 | 41.4% | -0.41 | 0.0209 | -0.114 |
| 7.50 | 8.15 | 41.0% | 0.55 | 0.0222 | -0.119 | 152.5 | 7.00 | 7.30 | 3 | 41.1% | -0.47 | 0.0215 | -0.115 | |||
| 6.45 | 6.75 | 30 | 2,160 | 40.8% | 0.50 | 0.0223 | -0.119 | 155 | 8.25 | 8.70 | 74 | 866 | 40.9% | -0.52 | 0.0217 | -0.115 |
| 5.30 | 5.70 | 7 | 40.5% | 0.44 | 0.0221 | -0.117 | 157.5 | 9.50 | 10.55 | 41.3% | -0.57 | 0.0214 | -0.113 | |||
| 4.50 | 4.75 | 193 | 1,791 | 40.7% | 0.39 | 0.0214 | -0.113 | 160 | 11.30 | 11.70 | 4 | 761 | 40.6% | -0.62 | 0.0208 | -0.109 |
| 3.55 | 3.95 | 72 | 40.2% | 0.34 | 0.0204 | -0.107 | 162.5 | 11.80 | 14.00 | 1 | 38.6% | -0.67 | 0.0198 | -0.103 | ||
| 2.97 | 3.25 | 45 | 1,270 | 40.5% | 0.29 | 0.0191 | -0.100 | 165 | 14.70 | 15.50 | 575 | 40.9% | -0.72 | 0.0186 | -0.096 | |
| 2.27 | 3.45 | 1 | 42.7% | 0.25 | 0.0176 | -0.091 | 167.5 | 15.45 | 17.50 | 36.8% | -0.76 | 0.0172 | -0.088 | |||
| 1.90 | 2.09 | 75 | 1,125 | 40.1% | 0.21 | 0.0160 | -0.083 | 170 | 18.05 | 19.45 | 1 | 204 | 38.5% | -0.80 | 0.0157 | -0.079 |
| 1.47 | 1.80 | 2 | 40.4% | 0.18 | 0.0144 | -0.074 | 172.5 | 19.25 | 21.80 | 35.0% | -0.83 | 0.0141 | -0.070 | |||
| 1.24 | 1.37 | 18 | 693 | 40.4% | 0.15 | 0.0127 | -0.066 | 175 | 21.95 | 23.85 | 29 | 36.5% | -0.86 | 0.0125 | -0.062 | |
| 0.8500 | 1.36 | 41.2% | 0.12 | 0.0112 | -0.058 | 177.5 | 23.65 | 26.25 | 33.0% | -0.88 | 0.0109 | -0.054 | ||||
| 0.7500 | 0.9500 | 23 | 1,525 | 40.9% | 0.10 | 0.0097 | -0.051 | 180 | 26.55 | 28.45 | 33 | 36.3% | -0.90 | 0.0095 | -0.046 | |
| 0.4500 | 0.8500 | 2 | 404 | 43.1% | 0.07 | 0.0072 | -0.039 | 185 | 30.70 | 33.25 | 3 | -0.93 | 0.0070 | -0.034 | ||
| 0.3100 | 0.4200 | 8 | 562 | 42.3% | 0.05 | 0.0054 | -0.030 | 190 | 35.55 | 38.40 | 2 | -0.95 | 0.0052 | -0.025 | ||
| 0.1100 | 0.7500 | 71 | 47.7% | 0.04 | 0.0040 | -0.024 | 195 | 40.40 | 43.05 | 2 | -0.97 | 0.0038 | -0.018 | |||
| 0.1000 | 0.4700 | 105 | 47.9% | 0.03 | 0.0030 | -0.019 | 200 | 45.35 | 48.95 | 2 | 45.0% | -0.98 | 0.0029 | -0.012 | ||
| 0 | 0.9600 | 56.5% | 0.02 | 0.0023 | -0.015 | 205 | 50.30 | 53.90 | 46.8% | -0.98 | 0.0022 | -0.008 | ||||
| 0 | 0.1900 | 6 | 80 | 46.8% | 0.02 | 0.0018 | -0.012 | 210 | 55.25 | 58.90 | 49.4% | -0.99 | 0.0017 | -0.004 | ||
| 0 | 0.0800 | 408 | 47.6% | 0.01 | 0.0011 | -0.008 | 220 | 65.25 | 68.85 | 55.6% | -0.99 | 0.0010 | 0.000 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Nov 20, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.
callsputs